This book presents in detail methodologies for the Bayesian estimation of sing- regime and regime-switching GARCH models. These models are widespread and essent

A risk measurement and management framework that takes model risk seriously Most financial risk models assume the future will look like the past, but effective

Financial Risk Modelling and Portfolio Optimization with R, 2nd Edition Bernhard Pfaff, Invesco Global Asset Allocation, Germany A must have text for risk model

This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applicatio

A risk measurement and management framework that takes model risk seriously Most financial risk models assume the future will look like the past, but effective